+6.3%
MAGS vs ALM
+44.8%
-38.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +2.2% |
| 7D | -1.4% | -6.4% | +5.0% | -0.9% |
| 30D | -4.4% | -35.0% | +30.6% | -1.7% |
| 3M | +1.9% | -33.8% | +35.7% | +4.1% |
| 6M | +4.9% | -55.0% | +60.0% | +9.2% |
| YTD | +6.5% | -0.2% | +6.8% | +5.6% |
| 1Y | +6.3% | +41.8% | -35.5% | +1.3% |
| All | +6.3% | +44.8% | -38.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling